Back to Search
Start Over
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
- Source :
- Stochastic Processes and their Applications. 118(12):2254-2268
- Publication Year :
- 2008
- Publisher :
- Elsevier BV, 2008.
-
Abstract
- In this paper we study the continuity property as well as the homeomorphism property for the solutions of multidimensional stochastic differential equations with jumps and non-Lipschitz coefficients with respect to the initial values.
- Subjects :
- Statistics and Probability
Stochastic flow
Stochastic process
Applied Mathematics
Mathematical analysis
Non-Lipschitz
Lipschitz continuity
Continuity property
Stochastic partial differential equation
Stochastic differential equation
Modeling and Simulation
Modelling and Simulation
Martingale (probability theory)
SDEs with jumps
Homeomorphism flow
Exponential martingale
Mathematics
Subjects
Details
- ISSN :
- 03044149
- Volume :
- 118
- Issue :
- 12
- Database :
- OpenAIRE
- Journal :
- Stochastic Processes and their Applications
- Accession number :
- edsair.doi.dedup.....457a98fe2e3cef280facd2b356dec189
- Full Text :
- https://doi.org/10.1016/j.spa.2007.12.006